The commands choose observations and predictors; generate a matrix of independent standard-normal values; generate independent binary random variables with success probability ; and report the observed number of successes, . The first glm call then fits the Bernoulli logistic-regression model
The prediction command returns the fitted response probabilities and sums them.
The likelihood is
At the maximum-likelihood estimator, the intercept component of the score function is
Therefore
exactly, by the fitted-mean balance for logistic regression with an intercept.
The second fit uses probit regression,
where is the standard normal distribution function. Its intercept score is
a weighted residual equation. It does not imply , so exact equality is not expected. The output should nevertheless be close to : the data were generated with constant success probability independently of , so the fitted slopes should be small, the linear predictors should cluster near a common intercept, and the score weights should be nearly constant.